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arima2
View on CRAN: Click
here
Download and install arima2 package within the R console
Install from CRAN:
install.packages("arima2")
Install from Github:
library("remotes")
install_github("cran/arima2")
Install by package version:
library("remotes")
install_version("arima2", "3.1.0")
Attach the package and use:
library("arima2")
Maintained by
Jesse Wheeler
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-10-05
Latest Update: 2023-11-16
Description:
Estimating and analyzing auto regressive integrated moving average
(ARIMA) models. The primary function in this package is arima(), which fits
an ARIMA model to univariate time series data using a random restart
algorithm. This approach frequently leads to models that have model
likelihood greater than or equal to that of the likelihood obtained by
fitting the same model using the arima() function from the 'stats' package.
This package enables proper optimization of model likelihoods, which is a
necessary condition for performing likelihood ratio tests. This package
relies heavily on the source code of the arima() function of the 'stats'
package. For more information, please see Jesse Wheeler and Edward L.
Ionides (2023) .
How to cite:
Jesse Wheeler (2023). arima2: Likelihood Based Inference for ARIMA Modeling. R package version 3.1.0, https://cran.r-project.org/web/packages/arima2
Previous versions and publish date:
3.0.1 (2023-10-05 10:10)
Other packages that cited arima2 R package
View arima2 citation profile
Other R packages that arima2 depends,
imports, suggests or enhances
Functions, R codes and Examples using
the arima2 R package
Some associated functions: ARMApolyroots . aicTable . arima . miHuron_level . plot.Arima2 . profile.Arima2 . sample_ARMA_coef .
Some associated R codes: ARMApolyroots.R . aicTable.R . arima.R . arima2-package.R . data.R . plot.R . profile.R . sample_ARMA_coef.R . Full arima2 package functions and examples
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